+150.6%
IVZ vs RJF
+76.6%
+74.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.9% |
| 7D | +6.8% | +3.6% | +3.2% | +4.0% |
| 30D | +3.5% | +7.2% | -3.7% | -1.8% |
| 3M | -10.0% | -6.5% | -3.5% | -5.2% |
| 6M | +4.5% | +10.3% | -5.8% | -3.6% |
| YTD | +12.6% | +6.5% | +6.1% | +5.9% |
| 1Y | +24.4% | +6.1% | +18.3% | +17.3% |
| 3Y | +150.6% | +74.9% | +75.7% | +55.2% |
| All | +150.6% | +76.6% | +74.0% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling